Details about Atilla Cifter

Access statistics for papers by Atilla Cifter.

Last updated 2009-10-01. Update your information in the RePEc Author Service.

Short-id: pci27

Working Papers

2007

1. Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany
2. Filtered Extreme Value Theory for Value-At-Risk Estimation
   MPRA Paper, University Library of Munich, Germany
3. Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Studies in Economics and Finance (2008)
4. Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
   MPRA Paper, University Library of Munich, Germany
5. Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
   MPRA Paper, University Library of Munich, Germany View citations
6. Multiscale Systematic Risk: An Application on ISE-30
   MPRA Paper, University Library of Munich, Germany
7. Nonlinear Combination of Financial Forecast with Genetic Algorithm
   MPRA Paper, University Library of Munich, Germany
8. Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas
   MPRA Paper, University Library of Munich, Germany
9. The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
   MPRA Paper, University Library of Munich, Germany
10. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany

2006

11. The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2008

1. Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test
   Review of Middle East Economics and Finance, 2008, 4, (2), 2
2. Modeling long-term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets
   Studies in Economics and Finance, 2008, 25, (1), 38-48
   See also Working Paper (2007)

2007

3. Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets
   Icfai University Journal of Financial Economics, 2007, V, (3), 28-41
4. Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
   Iktisat Isletme ve Finans, 2007, 22, (254), 47-60